Maximum Rényi Entropy Rate

DOI10.1109/TIT.2016.2521364MaRDI QIDQ2976956zbMATH OpenFDO

Authors Christoph Bunte, Amos Lapidoth

Publication date 28 April 2017

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1501.00539

Mathematics Subject Classification ID

Measures of information, entropy (94A17)

Abstract: Two maximization problems of R'enyi entropy rate are investigated: the maximization over all stochastic processes whose marginals satisfy a linear constraint, and the Burg-like maximization over all stochastic processes whose autocovariance function begins with some given values. The solutions are related to the solutions to the analogous maximization problems of Shannon entropy rate.

Recommendations

• Entropy maximization
• Measures of maximal entropy
• Some results concerning maximum Rényi entropy distributions
• MAXIMUM ENTROPY REVISITED
• Maximal Repetition and Zero Entropy Rate
• Rényi Extrapolation of Shannon Entropy
• Maximum Entropy Approximation
• scientific article; zbMATH DE number 1241812
• Maximum entropy fundamentals

Cited in

(1)

• Preservation law involving information potential and Jensen-variance distance: application to stationary Gaussian processes

This page was built for publication: Maximum Rényi Entropy Rate

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2976956)